proton242

Hi, someone know how make this indicator for create weekly and monthly charts? Thank you

Many thanks BlowFish, i try to add remaining code. Thank you again!

BlowFish another big help, rather than insert number of days is possible insert date range? Like "from day x to day y"? Thank you

BlowFish i really don't know how to thank you for your help, your script work very well! Thank you again, :thumbs up:

Many thanks BlowFish for your reply, i have an error when i try to compile my VWAP code, this is the code that i use: [LegacyColorValue = true]; vars: PriceW(0), ShareW(0), Count(0), VolWAPValue(0), VolWAPVariance(0), VolWAPSD(0), Class("PVP"), InfoMap(MapSN.New), MyPVP(0); if date > date[1] then begin PriceW = 0; ShareW = 0; Count = -1; Value1 = 0; Value2 = 0; VolWAPValue = 0; end; PriceW = PriceW + (AvgPrice * (UpTicks+DownTicks)); ShareW = ShareW + (UpTicks+DownTicks); Count = Count + 1; Value3 = 0; if ShareW > 0 then VolWAPValue = PriceW / ShareW; For Value1 = 0 To Count Begin Value2 = ((UpTicks[Value1]+DownTicks[Value1])/ShareW) * (Square(AvgPrice[Value1]-VolWAPValue)); Value3 = Value3 + Value2; End; VolWAPVariance = Value3; VolWAPSD = SquareRoot(VolWAPVariance); Value1 = ADE.GetBarInfo(Class, GetSymbolName, ADE.TypeZeroInterval(11,1), ADE.BarID, InfoMap); MyPVP = MapSN.Get(InfoMap, "PVP"); Plot1(VolWAPValue, "VWAP"); Plot2(VolWAPValue + VolWAPSD, "VWAP1SDUp"); Plot3(VolWAPValue - VolWAPSD, "VWAP1SDDown"); Plot4(VolWAPValue + (2*VolWAPSD), "VWAP2SDUp"); Plot5(VolWAPValue - (2*VolWAPSD), "VWAP2SDDown"); Plot6(VolWAPValue + (3*VolWAPSD), "VWAP3SDUp"); Plot7(VolWAPValue - (3*VolWAPSD), "VWAP3SDDown"); Plot8(MyPVP, "PVP"); when i add your additional code the new VWAP is like this: [LegacyColorValue = true]; vars: PriceW(0), ShareW(0), Count(0), VolWAPValue(0), VolWAPVariance(0), VolWAPSD(0), Class("PVP"), InfoMap(MapSN.New), MyPVP(0); Input: NumberofDays (1), if date > date[1] then begin n = n + 1; if n = NumberofDays then begin //reset code goes in here s = 0; n = 0; VWAP1 = VWAP; SD1 = SD; VWAP = 0; SumWeights = 0; SumWeightsOld = 0; VWAPOld = 0; end; PriceW = PriceW + (AvgPrice * (UpTicks+DownTicks)); ShareW = ShareW + (UpTicks+DownTicks); Count = Count + 1; Value3 = 0; if ShareW > 0 then VolWAPValue = PriceW / ShareW; For Value1 = 0 To Count Begin Value2 = ((UpTicks[Value1]+DownTicks[Value1])/ShareW) * (Square(AvgPrice[Value1]-VolWAPValue)); Value3 = Value3 + Value2; End; VolWAPVariance = Value3; VolWAPSD = SquareRoot(VolWAPVariance); Value1 = ADE.GetBarInfo(Class, GetSymbolName, ADE.TypeZeroInterval(11,1), ADE.BarID, InfoMap); MyPVP = MapSN.Get(InfoMap, "PVP"); Plot1(VolWAPValue, "VWAP"); Plot2(VolWAPValue + VolWAPSD, "VWAP1SDUp"); Plot3(VolWAPValue - VolWAPSD, "VWAP1SDDown"); Plot4(VolWAPValue + (2*VolWAPSD), "VWAP2SDUp"); Plot5(VolWAPValue - (2*VolWAPSD), "VWAP2SDDown"); Plot6(VolWAPValue + (3*VolWAPSD), "VWAP3SDUp"); Plot7(VolWAPValue - (3*VolWAPSD), "VWAP3SDDown"); Plot8(MyPVP, "PVP"); but i have an error when i try to compile '(' Expected errLine 19, errColumn 3, errLineEnd 19, errColumnEnd 3 causal study: (Function) errLine 19 it's if date > date[1] then begin , you know why? Thank you

Someone know how to build weekly and monthly VWAP chart? Thank you!